0.60Open1.40Pre Close9 Volume454 Open Interest104.00Strike Price540.00Turnover19.94%IV0.70%PremiumDec 27, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.60Extrinsic Value100Contract SizeAmericanOptions Type-0.5103Delta0.3679Gamma297.51Leverage Ratio-0.4036Theta-0.0014Rho-151.83Eff Leverage0.0217Vega